market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
16/05/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 505,205 CHF 507,705 CHF 99.50% 99.50%
15/05/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,532 CHF 504,032 CHF 99.43% 99.43%
14/05/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 500,898 CHF 503,398 CHF 98.90% 98.90%
13/05/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,394 CHF 504,894 CHF 100.00% 100.00%
10/05/2024 0.50% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 503,130 CHF 505,630 CHF 100.00% 100.00%
08/05/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,275 CHF 504,775 CHF 98.15% 98.15%
07/05/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 501,453 CHF 503,953 CHF 99.44% 99.44%
06/05/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,008 CHF 503,508 CHF 100.00% 100.00%
03/05/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 500,425 CHF 502,925 CHF 100.00% 100.00%
02/05/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,677 CHF 502,177 CHF 99.99% 99.99%

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